The Grouped Horseshoe distribution and its statistical properties
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866929422036107264 |
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| author | He, Virginia X. Wand, Matt P. |
| author_facet | He, Virginia X. Wand, Matt P. |
| contents | The Grouped Horseshoe distribution arises from hierarchical structures in the recent Bayesian methodological literature aimed at selection of groups of regression coefficients. We isolate this distribution and study its properties concerning Bayesian statistical inference. Most, but not all, of the properties of the univariate Horseshoe distribution are seen to transfer to the grouped case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_11423 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The Grouped Horseshoe distribution and its statistical properties He, Virginia X. Wand, Matt P. Statistics Theory The Grouped Horseshoe distribution arises from hierarchical structures in the recent Bayesian methodological literature aimed at selection of groups of regression coefficients. We isolate this distribution and study its properties concerning Bayesian statistical inference. Most, but not all, of the properties of the univariate Horseshoe distribution are seen to transfer to the grouped case. |
| title | The Grouped Horseshoe distribution and its statistical properties |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2407.11423 |